+430.6%
KLAC vs EFV
+94.1%
+336.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -2.7% |
| 7D | +2.5% | -2.0% | +4.4% | +5.3% |
| 30D | -11.5% | -0.2% | -11.3% | -11.3% |
| 3M | -16.9% | +9.1% | -26.1% | -26.1% |
| 6M | +22.2% | +11.7% | +10.5% | +5.9% |
| YTD | +46.4% | +17.0% | +29.3% | +19.8% |
| 1Y | +91.0% | +26.7% | +64.3% | +41.2% |
| 3Y | +264.6% | +90.2% | +174.4% | +57.1% |
| 5Y | +430.6% | +96.1% | +334.5% | +123.2% |
| All | +430.6% | +94.1% | +336.5% | +123.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EFV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling